Truncated Marginal Neural Ratio Estimation

  title={Truncated Marginal Neural Ratio Estimation},
  author={Benjamin Kurt Miller and Alex Cole and Patrick Forr'e and Gilles Louppe and Christoph Weniger},
Parametric stochastic simulators are ubiquitous in science, often featuring highdimensional input parameters and/or an intractable likelihood. Performing Bayesian parameter inference in this context can be challenging. We present a neural simulator-based inference algorithm which simultaneously offers simulation efficiency and fast empirical posterior testability, which is unique among modern algorithms. Our approach is simulation efficient by simultaneously estimating low-dimensional marginal… Expand
2 Citations
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